3Y 2 1. (20 points) Suppose that X and Y independent random variables. Let W 2x (a) Consider the following probability...
Suppose X, Y and Z are independent standard normal random variables. Then W = 2X + Y - Z is a random variable with mean 0 and variance 2, but not necessarily normal distributed. a normal random variable with mean 0 and variance 4. O a random variable with mean 0 and variance 4, but not necessarily normal distributed. a random variable with mean 0 and variance 6, but not necessarily normal distributed. a normal random variable with mean 0...
Suppose X, Y and Z are independent standard normal random variables. Then W = 2X + Y - Z is a random variable with mean 0 and variance 2, but not necessarily normal distributed. a normal random variable with mean 0 and variance 4. O a random variable with mean 0 and variance 4, but not necessarily normal distributed. a random variable with mean 0 and variance 6, but not necessarily normal distributed. a normal random variable with mean 0...
Let X and Y be independent random variables. Random variable X has a discrete uniform distribution over the set {1, 3} and Y has a discrete uniform distribution over the set {1, 2, 3}. Let V = X + Y and W = X − Y . (a) Find the PMFs for V and W. (b) Find mV and (c) Find E[V |W >0].
10) (11) Let X and Y be 2 independent random variables. Suppose X ~ Gamma(0, 38) and Y ~ Gamma(a, 2B). Let 2 = 2X +3Y. Determine the probability distribution of Z. (Hint: use the method of moment-generating functions
2. Let X and Y be two independent discrete random variables with the probability mass functions PX- = i) = (e-1)e-i and P(Y = j-11' for i,j = 1, 2, Let {Uni2 1} of i.i.d. uniform random variables on [0, 1]. Assume the sequence {U i independent of X and Y. Define M-max(UhUn Ud. Find the distribution
Let Xi, x,, ,X, be independent random variables with mean and variance σ . Let Y1-Y2, , Y, be independent random variables with mhean μ and variance a) Compute the expected value of W b) For what value of a is the variance of W a minimum? σ: Let W-aX + (1-a) Y, where 0 < a < 1. Let Xi, x,, ,X, be independent random variables with mean and variance σ . Let Y1-Y2, , Y, be independent random...
5. Suppose X is a normally distributed random variable with mean μ and variance 2. Consider a new random variable, W=2X + 3. i. What is E(W)? ii. What is Var(W)? 6. Suppose the random variables X and Y are jointly distributed. Define a new random variable, W=2X+3Y. i. What is Var(W)? ii. What is Var(W) if X and Y are independent?
Part 2. Random Variables 4. Two independent random variables Xand y are given with their distribution laws 0.3 0.7 0.8 0.2 Pi Find the distribution law and variance for the random variable V-3XY 5. There are 7 white balls and 3 red balls in a box. Balls are taken from the box without return at randomm until one white ball is taken. Construct the distribution law for the number of taken balls. 6. Let X be a continuous random variable...
1. Let X and Y be two independent random variables following beta distributions Beta(120, 2019) (a) What's P(X 0.3)? (b) What's E(2X - Y)? (c) What's P(2X +4 > 3Y)? (d) What's P(X < Y)? (e) Now if X and Y are no longer independent to each other. Will the answers to a)-(d) remain the same? Explain. (f) Now define Z~Beta(2019, 120). Compare the median of X and Z, which one is bigger? Compare the variance of X and Z,...
1 3 4 9. Suppose the discrete random variables X and Y are jointly distributed according to the following table: Yl-1 0 1 0.1 0.1 0.1 0 0.2 0.1 0.2 0.1 0.1 a. Compute the expected values E(X) and E(Y), variances V(X) and V(Y), and covariance Cov(X,Y) of X and Y. (11) b. Let W = X - Y. Compute E(W) and V(W). [4] 10. Let X be a continuous random variable with probability density function h(x) ce* r >...